+510.4%
ASX vs COMP
-52.8%
+563.1%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +7.7% | -11.7% | -5.0% |
| 7D | -14.6% | +9.5% | -24.1% | -15.7% |
| 30D | -21.1% | +8.1% | -29.2% | -22.2% |
| 3M | -3.1% | -16.3% | +13.3% | -1.4% |
| 6M | +17.4% | +42.2% | -24.8% | +10.2% |
| YTD | +135.3% | -5.0% | +140.3% | +131.3% |
| 1Y | +146.5% | +20.1% | +126.4% | +134.4% |
| 3Y | +403.1% | +358.4% | +44.6% | +274.8% |
| 5Y | +551.7% | -21.9% | +573.7% | +485.4% |
| All | +510.4% | -52.8% | +563.1% | +508.0% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded COMP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling